Team Project "Copy and Proxy" not copying properly

I would like to create a team project and I would like to automatically copy all video files to my adobe-cloud-destination and also to create proxys to a subfolder named "proxy".

So I've chosen under importaction: "Copy and create proxy".

When put a video with drag and drop to the project window, the Media Encoder is creating a proxy. That's working finde. But Premiere is not copying the original video file. Instead it is creating a pprj-file to the adobe-cloud-destination. In this pprj-File is a sequence with the name of the original video an the original (not copied) version of the video.

What I'm doing wrong? Why is Premiere creating a pprj-File?

[Moderator note: moved to appropriate forum.]